+11,258.0%
LMT vs AON
+4,830.5%
+6,427.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.4% |
| 7D | -1.3% | -7.9% | +6.6% | +0.5% |
| 30D | -12.5% | -14.6% | +2.1% | -9.5% |
| 3M | -0.5% | -7.9% | +7.4% | +1.1% |
| 6M | -20.0% | -8.0% | -12.0% | -18.9% |
| YTD | +10.4% | -13.2% | +23.6% | +13.1% |
| 1Y | +17.7% | -16.4% | +34.1% | +21.6% |
| 3Y | +34.3% | -6.7% | +40.9% | +34.2% |
| 5Y | +71.8% | +8.0% | +63.8% | +64.4% |
| 10Y | +187.0% | +205.6% | -18.6% | +116.7% |
| All | +11,258.0% | +4,830.5% | +6,427.6% | +5,452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling